Taylor R. Brown

Lecturer of Statistics

University of Virginia


Taylor Brown is a lecturer of statistics at the University of Virginia. His research interests include state space models, particle filtering, and Markov chain Monte Carlo algorithms.


  • Bayesian Statistics
  • computational statistics
  • time series


  • PhD in Statistics, 2018

    University of Virginia

  • MS in Statistics, 2013

    University of Connecticut

  • BA in Mathematics and Economics, 2010

    University of Connecticut


PF: a c++ library for fast particle filtering

Recent & Upcoming Talks

Estimating generalized linear models with the pseudo-marginal Metropolis-Hastings algorithm

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal …

Estimating Multivariate Stochastic Volatility Models with Particle MCMC

Factor Stochastic Volatility (FSV) models are useful for managing investment risk and constructing portfolios. They possess a latent …

(Some) Courses


  • 211 Halsey Hall, Charlottesville, VA 22904
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